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Two Sigma Investments Portfolio holdings
AUM
$124B
1-Year Est. Return
33.93%
This Fund
S&P 500
This Quarter
Est. Return
-21.98%
1 Year Est. Return
+33.93%
3 Year Est. Return
+96.56%
5 Year Est. Return
+105.93%
10 Year Est. Return
+538.88%
AUM
$12.3B
AUM Growth
-$21B
(-63%)
Cap. Flow
-$15.4B
Cap. Flow
% of AUM
-125.7%
Top 10 Holdings %
Top 10 Hldgs %
11.23%
Holding
4,183
New
588
Increased
822
Reduced
1,576
Closed
1,188
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
|
+$153M |
| 2 |
Target
TGT
|
+$106M |
| 3 |
Altria Group
MO
|
+$74.3M |
| 4 |
Coca-Cola
KO
|
+$70.3M |
| 5 |
Procter & Gamble
PG
|
+$62.7M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
eBay
EBAY
|
+$233M |
| 2 |
McDonald's
MCD
|
+$214M |
| 3 |
Autodesk
ADSK
|
+$196M |
| 4 |
Johnson & Johnson
JNJ
|
+$193M |
| 5 |
HP
HPQ
|
+$192M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Healthcare | 13.81% |
| 2 | Consumer Discretionary | 11.05% |
| 3 | Technology | 10.34% |
| 4 | Consumer Staples | 8.4% |
| 5 | Financials | 6.47% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
2301
PUT
Cracker Barrel
CBRL
$1.25B
| $300K | ﹤0.01% |
3,600
-8,700
| -71% | -$1.19M |
|
2302
Donaldson
DCI
$11.2B
| $300K | ﹤0.01% |
7,775
-5,786
| -43% | -$283K |
|
2303
Gold Fields
GFI
$36.8B
| $300K | ﹤0.01% |
63,084
-44,916
| -42% | -$274K |
|
2304
PUT
Live Nation Entertainment
LYV
$43B
| $300K | ﹤0.01% |
6,600
-2,300
| -26% | -$142K |
|
2305
CALL
Texas Instruments
TXN
$256B
| $300K | ﹤0.01% |
3,000
-10,600
| -78% | -$1.27M |
|
|
2306
PUT
Texas Instruments
TXN
$256B
| $300K | ﹤0.01% |
3,000
-6,900
| -70% | -$828K |
|
|
TLRD
2307
DELISTED
Tailored Brands, Inc.
TLRD
| $300K | ﹤0.01% |
172,518
-1,018,456
| -86% | -$3.43M |
|
|
CEO
2308
PUT
DELISTED
CNOOC Limited
CEO
| $300K | ﹤0.01% |
2,900
-2,200
| -43% | -$313K |
|
2309
First Financial Bancorp
FFBC
$3.53B
| $299K | ﹤0.01% |
+20,053
| New | +$431K |
|
|
SBR
2310
Sabine Royalty Trust
SBR
$1.06B
| $299K | ﹤0.01% |
10,830
-14,960
| -58% | -$530K |
|
2311
Tucows
TCX
$142M
| $299K | ﹤0.01% |
+6,200
| New | +$347K |
|
2312
Alpha Metallurgical Resources
AMR
$1.95B
| $298K | ﹤0.01% |
126,917
-31,831
| -20% | -$182K |
|
2313
PUT
Delek US
DK
$3.72B
| $298K | ﹤0.01% |
18,900
-15,500
| -45% | -$368K |
|
2314
CALL
Goodyear
GT
$1.74B
| $298K | ﹤0.01% |
51,200
-77,900
| -60% | -$851K |
|
2315
Movado Group
MOV
$817M
| $298K | ﹤0.01% |
+25,228
| New | +$398K |
|
2316
UNIFI
UFI
$129M
| $298K | ﹤0.01% |
25,768
-47,785
| -65% | -$980K |
|
|
PTVCB
2317
DELISTED
Protective Insurance Corporation Class B Common Stock
PTVCB
| $298K | ﹤0.01% |
21,695
-10,451
| -33% | -$156K |
|
|
PPBI
2318
DELISTED
Pacific Premier Bancorp
PPBI
| $297K | ﹤0.01% |
+15,768
| New | +$420K |
|
2319
CALL
State Street SPDR S&P Metals & Mining ETF
XME
$4.55B
| $297K | ﹤0.01% |
18,400
-24,600
| -57% | -$571K |
|
2320
PUT
Genuine Parts
GPC
$18.5B
| $296K | ﹤0.01% |
4,400
-19,500
| -82% | -$1.74M |
|
2321
PVH
PVH
$4.02B
| $296K | ﹤0.01% |
+7,869
| New | +$601K |
|
|
RDFN
2322
PUT
DELISTED
Redfin
RDFN
| $295K | ﹤0.01% |
19,100
+5,700
| +43% | +$133K |
|
|
VTLE
2323
DELISTED
Vital Energy
VTLE
| $294K | ﹤0.01% |
38,744
+28,834
| +291% | +$836K |
|
2324
CALL
Digital Realty Trust
DLR
$70.8B
| $292K | ﹤0.01% |
2,100
-5,500
| -72% | -$699K |
|
2325
Hyster-Yale Materials Handling
HY
$629M
| $292K | ﹤0.01% |
7,281
-19,762
| -73% | -$996K |
|
Similar funds
VAM
Two Sigma Investments's Q1 2020 Portfolio in Review
As of Q1 2020, Two Sigma Investments held 4,183 positions worth $12.3B, down 63% from $33.2B the previous quarter. Its ten largest holdings account for 11% of the portfolio.
Two Sigma Investments withdrew a net $15.4B in Q1 2020, closing 1,188 positions and reducing 1,576 holdings. Its most notable exit was Johnson & Johnson, an estimated $193M position sold in full.
By sector, the portfolio is most concentrated in Healthcare at 14% of assets, up from 11% a quarter earlier, followed by Consumer Discretionary and Technology.
Against the trend, Two Sigma Investments opened a new position in iShares iBoxx $ Investment Grade Corporate Bond ETF worth $148M.
- Two Sigma Investments's largest Q1 2020 buy was iShares iBoxx $ Investment Grade Corporate Bond ETF: 1,200,000 shares worth $148M.
- Two Sigma Investments added most to Target in Q1 2020, an estimated $106M increase.
- Two Sigma Investments's biggest Q1 2020 reduction was eBay, cutting an estimated $233M.
- Two Sigma Investments fully exited Johnson & Johnson in Q1 2020, selling an estimated $193M.
- Two Sigma Investments's ten largest holdings make up 11% of its $12.3B portfolio in Q1 2020.
- Two Sigma Investments opened 588 new positions and closed 1,188 in Q1 2020.
- Two Sigma Investments's portfolio value fell 63% quarter-over-quarter to $12.3B.
Based on Two Sigma Investments's 13F filing for Q1 2020, filed 15 May 2020.